Bahrain Bourse Esterad Index APARCH Volatility Analysis
Inactive
Last recorded values (Sunday, April 3rd, 2016):
1 Day
13.54%
1 Week
13.58%
1 Month
13.68%
Analysis last updated: Friday, April 29, 2016 at 06:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 11.14 | |
| 0.1311 | 22.77 | |
| 0.8625 | 133.20 | |
| -0.0580 | -2.61 | |
| 1.1793 | 18.33 |
Estimation Period:
Jul 1, 2004 to Mar 31, 2016
Jul 1, 2004 to Mar 31, 2016
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